Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.617 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49400.63 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45339.42 Kr¶

PnL: ---------------------------------------> 283.42 Kr¶

DD now: ---------------------------------> -7.002 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:36:33.184473'

Anic Portfolio¶

Today¶

Return: 1.079 %¶

This Week¶

Return: 0.198 %¶

Total portfolio value¶

Return including deposits: 61.725 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.420000 1667.880000 198.880000 13.540000 1468.999998
Sedana Medical 93 4.560000 2685.840000 164.840000 6.540000 2521.000011
Orrön Energy 180 4.950000 2158.200000 115.200000 5.640000 2043.000000
Atrium Ljungberg B 5 3.780000 988.500000 53.500000 5.720000 935.000000
Platzer Fastigheter Holding B 12 3.340000 1002.000000 41.000000 4.270000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 3.340000 830.000000 38.000000 4.800000 792.000000
JM 6 2.530000 900.000000 36.000000 4.170000 864.000000
Sagax B 4 2.580000 889.200000 35.200000 4.120000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Hexatronic Group 12 1.780000 985.440000 18.440000 1.910000 966.999996
Byggmax Group 33 1.800000 970.200000 14.200000 1.490000 956.000001
BioGaia B 8 1.030000 944.000000 14.000000 1.510000 930.000000
Bilia A 8 0.980000 908.800000 8.800000 0.980000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Clas Ohlson B 12 -0.120000 973.200000 0.200000 0.020000 972.999996
EQT 4 0.430000 831.600000 -0.400000 -0.050000 832.000000
Biotage 7 -1.110000 932.400000 -8.600000 -0.910000 940.999997
ASSA ABLOY B 3 -0.730000 770.100000 -8.900000 -1.140000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
OX2 13 -0.550000 935.350000 -14.650000 -1.540000 949.999999
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.070000 912.750000 -27.250000 -2.900000 940.000000
Addnode Group B 11 -1.830000 884.950000 -36.050000 -3.910000 921.000003
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Latour B 4 -0.290000 815.600000 -41.400000 -4.830000 857.000000
Vitec Software Group B 2 0.000000 1042.000000 -45.000000 -4.140000 1087.000000
Hexagon B 26 0.580000 3409.900000 -51.100000 -1.480000 3461.000010
Bufab 3 -0.740000 1045.200000 -63.800000 -5.750000 1109.000001
BHG Group 97 2.510000 1389.040000 -69.960000 -4.800000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45339.420000 283.420000 -7.00244% 45056.000411

Updated:¶

'2023-07-04 11:36:49.925048'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶